+140.0%
GLD vs CDE
+198.6%
-58.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | +0.1% | -2.0% | +2.1% | +0.5% |
| 30D | +0.2% | +15.7% | -15.5% | -2.2% |
| 3M | +3.2% | +30.5% | -27.3% | -1.6% |
| 6M | -14.6% | -7.4% | -7.3% | -14.9% |
| YTD | +1.8% | +17.9% | -16.1% | -2.0% |
| 1Y | +20.7% | +46.7% | -26.0% | +12.6% |
| 3Y | +126.5% | +851.3% | -724.8% | +61.0% |
| 5Y | +140.0% | +202.9% | -62.9% | +88.4% |
| All | +140.0% | +198.6% | -58.6% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CDE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling